Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306113.6649 | 232950.2411 | 73163.4238 | 296902.3124 | 244900.8935 | 52001.4188 |
Total P&L (%) | 306.1137 | 232.9502 | 73.1634 | 296.9023 | 244.9009 | 52.0014 |
Avg Daily Profit (%) | 0.2856 | 0.2174 | 0.0683 | 0.1287 | 0.1156 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108194 | -70222 | -83345 | -801719 | -374561 | -556537 |
Profit Factor | 1.3861 | 1.5638 | 1.1927 | 1.0873 | 1.1434 | 1.0307 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 48.2301 | 47.7876 | 48.6726 | 48.2301 | 47.7876 | 48.6726 |
Ratio Avg Win / Avg Loss | 1.4878 | 1.7085 | 1.2578 | 1.1671 | 1.2493 | 1.087 |
Largest Winning Trade | 133681 | 133681 | 18902 | 123093 | 123093 | 86776 |
Largest Losing Trade | -25113 | -25113 | -23841 | -134098 | -108070 | -134098 |
Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Winners | 32 | 41 | 24 | 32 | 41 | 24 |
Avg Bars in Losers | 22 | 28 | 17 | 22 | 28 | 17 |
Bars Traded | 6235 | 3884 | 2351 | 6235 | 3884 | 2351 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350467 | 340643 | -110816 | -144874 | -102581 | -329110 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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